Andrea Cosso

According to our database, Andrea Cosso authored at least 5 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

A Tikhonov Theorem for McKean-Vlasov Two-Scale Systems and a New Application to Mean Field Optimal Control Problems.

Matteo Burzoni, Alekos Cecchin, Andrea Cosso

SIAM J. Control. Optim., 2024

2017

Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities.

Erhan Bayraktar, Andrea Cosso, Huyên Pham

SIAM J. Control. Optim., 2017

Optimal investment with intermediate consumption under no unbounded profit with bounded risk.

Huy N. Chau, Andrea Cosso, Claudio Fontana, Oleksii Mostovyi

J. Appl. Probab., 2017

2016

Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions.

Erhan Bayraktar, Andrea Cosso, Huyên Pham

SIAM J. Control. Optim., 2016

2013

Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities.

Andrea Cosso

SIAM J. Control. Optim., 2013